lambda – Error when trying to send metric to NewRelic

I am trying to send custom metrics to New Relic using endpoint metric-api.newrelic.com/metric/v1
My application is in Lambda and it is from this lambda that I am trying to send custom metrics. I tried using ‘axios’ and also ‘fetch’, but have been seeing the below error.
request to metric-api.newrelic.com/metric/v1 failed, reason: connect ETIMEDOUT

I have tried using proxy too but I see the same error. Any suggestions on how to resolve this issue? Thanks!